股指期权日报

股指期权市场概况 期权成交量 2026-06-29，上证50ETF期权成交量为151.93万张；沪深300ETF期权（沪市）成交量为139.95万张；中证500ETF期权（沪市）成交量为161.27万张；深证100ETF期权成交量为7.54万张；创业板ETF期权成交量为197.05万张；上证50股指期权成交量为5.46万张；沪深300股指期权成交量为12.58万张；中证1000期权总成交量为35.32万张。 期权PCR 上证50ETF期权成交额PCR报0.68，环比变动为-0.61；持仓量PCR报0.73，环比变动为+0.05；沪深300ETF期权（沪市）成交额PCR报1.09，环比变动为-0.34；持仓量PCR报0.85，环比变动为-0.01；中证500ETF期权（沪市）成交额PCR报1.04，环比变动为-0.05；持仓量PCR报1.30，环比变动为+0.01；深证100ETF期权成交额PCR报1.29，环比变动为-0.18；持仓量PCR报1.12；环比变动为-0.15；创业板ETF期权成交额PCR报1.04，环比变动为+0.13；持仓量PCR报1.19，环比变动为-0.02；上证50股指期权成交额PCR报0.49，环比变动为-0.33；持仓量PCR报0.63，环比变动为+0.02；沪深300股指期权成交额PCR报0.80，环比变动为-0.15；持仓量PCR报0.74，环比变动为+0.02；中证1000股指期权成交额PCR报1.18，环比变动为+0.10；持仓量PCR报0.80，环比变动为-0.04。 期权VIX 上证50ETF期权VIX报21.25%，环比变动为-0.31%；沪深300ETF期权（沪市）VIX报23.55%,环比变动为+0.37%；中证500ETF期权（沪市）VIX报27.57%，环比变动为+0.31%；深证100ETF期权VIX报31.82%，环比变动为+0.56%；创业板ETF期权VIX报41.50%，环比变动为+0.13%；上证50股指期权VIX报22.08%，环比变动为+0.07%；沪深300股指期权VIX报23.50%，环比变动为+0.00%；中证1000股指期权VIX报27.41%，环比变动为+0.09%。 目录 一、期权成交量.........................................................................................................................................3二、期权PCR............................................................................................................................................5三、期权VIX.............................................................................................................................................7 图表 图1：上证50ETF期权成交量|单位：万张............................................................................................................................3图2：沪深300ETF期权成交量|单位：万张..........................................................................................................................3图3：中证500ETF期权成交量|单位：万张..........................................................................................................................3图4：深证100ETF期权成交量|单位：万张..........................................................................................................................3图5：创业板ETF期权成交量|单位：万张............................................................................................................................3图6：上证50股指期权成交量|单位：万张............................................................................................................................3图7：沪深300股指期权成交量|单位：万张..........................................................................................................................4图8：中证1000股指期权成交量|单位：万张........................................................................................................................4图9：上证50ETF期权成交额及持仓量PCR |单位：无.........................................................................................................5图10：沪深300ETF期权成交额及持仓量PCR |单位：无.....................................................................................................5图11：中证500ETF期权成交额及持仓量PCR |单位：无.....................................................................................................5图12：深证100ETF期权成交额及持仓量PCR |单位：无.....................................................................................................5图13：创业板ETF期权成交额及持仓量PCR |单位：无.......................................................................................................5图14：上证50股指期权成交额及持仓量PCR |单位：无......................................................................................................5图15：沪深300股指期权成交额及持仓量PCR |单位：无....................................................................................................6图16：中证1000股指期权成交额及持仓量PCR |单位：无..................................................................................................6图17：上证50ETF期权波指VIX |单位：%...........................................................................................................................7图18：沪深300ETF期权波指VIX |单位：%.........................................................................................................................7图19：中证500ETF期权（沪市）波指VIX |单位：%..........................................................................................................7图20：深证100ETF期权波指VIX |单位：%.........................................................................................................................7图21：创业板ETF期权波指VIX |单位：%...........................................................................................................................7图22：上证50股指期权波指VIX |单位：%...........................................................................................................................7图23：沪深300股指期权波指VIX |单位：%.........................................................................................................................8图24：中证1000股指期权波指VIX |单位：%.......................................................................................................................8表1：股指ETF期权近一日成交量|单元：万张....................................................................................................................4表2：股指ETF期权近一日PCR |单元：无.......................................................................